References
- Angelis , D. D. , Fashion , S. and Young , G. A. 1997 . Bootstrapping unit root tests . Applied Economics , 29 : 1155 – 1161 .
- Charemza , W. W. and Deadman , D. F. 1992 . New Directions in Econometric Practice , Aldershot : Edward Elgar .
- Dickey , D. A. and Fuller , W. A. 1979 . Distribution of the estimators for autoregressive time series with a unit root . Journal of the American Statistical Association , 74 : 427 – 431 .
- Dickey , D. A. and Fuller , W. A. 1981 . Likelihood ratio statistics for autoregressive time series with a unit root . Econometrica , 49 : 1057 – 1072 .
- Evans , G. B. A. and Savin , N. E. 1981 . Testing for unit roots: l . Econometriea , 49 : 753 – 779 .
- Evans , G. B. A. and Savin , N. E. 1984 . Testing for unit roots: 2 . Econometrica , 52 : 1241 – 1269 .
- Fuller , W. A. 1976 . Introduction to Statistical Time Series , New York : Wiley and Sons .
- Guilkey , D. K. and Schmidt , P. 1989 . Extended tabulations for Dickey-Fuller tests . Economics Letters , 31 : 355 – 357 .
- Imhof , J. P. 1961 . Computing the distribution of quadratic forms in normal variables . Biometrika , 48 : 419 – 426 .
- Koerts , J. and Abrahamse , A. P. J. 1970 . On the Theory and Application of the General Linear Model , Rotterdam : Rotterdam University Press .
- MacKinnon , J. G. 1991 . “ Critical values for cointegration tests ” . In Long-Run Economic Relationships , Edited by: Engle , R. F. and Granger , C. W. J. Oxford : Oxford University Press .
- Ohtani , K. 1998 . Exact and bootstrap distributions of a unit root test . Applied Economics Letters , forthcoming
- Schmidt , P. 1990 . “ Dickey-Fuller tests with drift ” . In Cointegration, Spurious Regression and Unit Roots , Advances in Econometrics 8 Edited by: Fomby , in T. B. and Rhodes , G. F. Jr . 161 – 200 .
![Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.]({"type":"image" , "src" : "/sda/112446/MPU-L1EB.png"})